OPTIMAL THINNING OF A POINT PROCESS

被引：17
作者：
BREMAUD, P
机构：
[1] UNIV CALIF BERKELEY,DEPT ELECT ENGN & COMP SCI,BERKELEY,CA 94720
[2] UNIV CALIF BERKELEY,ELECTR RES LAB,BERKELEY,CA 94720
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1979年 / 17卷 / 02期
关键词：
Engineering Village;
D O I：
10.1137/0317017
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
It is shown that a problem of control in which decisions occur at the jump times of an observed point process can be reformulted as an intensity control problem, and also that the methods of dynamic programming can accommodate the case of random controls. The question of equivalence of various information patterns (whether input only, regulated input only, or both input and regulated input are observed) is answered by the affirmative.
引用
收藏
页码：222 / 230
页数：9
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